Hello,
In the study notes and the video, you mention that options risk should also be counted in the larket risk charge along with currency, commodities, equities and interest rates. I assume it is in the trading book, but that is never really stated. Also, are there general and specific charges on options?
Thanks!
Shannon
In the study notes and the video, you mention that options risk should also be counted in the larket risk charge along with currency, commodities, equities and interest rates. I assume it is in the trading book, but that is never really stated. Also, are there general and specific charges on options?
Thanks!
Shannon
